+27.6%
NET vs WOLF
+57.5%
-29.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.6% | -7.6% | -2.5% |
| 7D | -7.0% | +9.7% | -16.6% | -7.9% |
| 30D | -4.8% | +12.5% | -17.3% | -6.4% |
| 3M | +3.8% | -57.7% | +61.6% | +10.7% |
| 6M | +50.0% | +37.7% | +12.4% | +36.6% |
| YTD | +41.5% | +62.8% | -21.4% | +25.2% |
| All | +27.6% | +57.5% | -29.9% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling